| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,597.25 |
1,598.25 |
1.00 |
0.1% |
1,527.75 |
| High |
1,609.00 |
1,608.00 |
-1.00 |
-0.1% |
1,603.75 |
| Low |
1,578.50 |
1,581.50 |
3.00 |
0.2% |
1,523.50 |
| Close |
1,599.50 |
1,601.50 |
2.00 |
0.1% |
1,597.25 |
| Range |
30.50 |
26.50 |
-4.00 |
-13.1% |
80.25 |
| ATR |
30.90 |
30.58 |
-0.31 |
-1.0% |
0.00 |
| Volume |
267,261 |
258,387 |
-8,874 |
-3.3% |
1,464,027 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,676.50 |
1,665.50 |
1,616.00 |
|
| R3 |
1,650.00 |
1,639.00 |
1,608.75 |
|
| R2 |
1,623.50 |
1,623.50 |
1,606.25 |
|
| R1 |
1,612.50 |
1,612.50 |
1,604.00 |
1,618.00 |
| PP |
1,597.00 |
1,597.00 |
1,597.00 |
1,599.75 |
| S1 |
1,586.00 |
1,586.00 |
1,599.00 |
1,591.50 |
| S2 |
1,570.50 |
1,570.50 |
1,596.75 |
|
| S3 |
1,544.00 |
1,559.50 |
1,594.25 |
|
| S4 |
1,517.50 |
1,533.00 |
1,587.00 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,815.50 |
1,786.75 |
1,641.50 |
|
| R3 |
1,735.25 |
1,706.50 |
1,619.25 |
|
| R2 |
1,655.00 |
1,655.00 |
1,612.00 |
|
| R1 |
1,626.25 |
1,626.25 |
1,604.50 |
1,640.50 |
| PP |
1,574.75 |
1,574.75 |
1,574.75 |
1,582.00 |
| S1 |
1,546.00 |
1,546.00 |
1,590.00 |
1,560.50 |
| S2 |
1,494.50 |
1,494.50 |
1,582.50 |
|
| S3 |
1,414.25 |
1,465.75 |
1,575.25 |
|
| S4 |
1,334.00 |
1,385.50 |
1,553.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,609.00 |
1,544.75 |
64.25 |
4.0% |
32.00 |
2.0% |
88% |
False |
False |
300,034 |
| 10 |
1,609.00 |
1,462.25 |
146.75 |
9.2% |
30.00 |
1.9% |
95% |
False |
False |
289,860 |
| 20 |
1,609.00 |
1,392.50 |
216.50 |
13.5% |
29.00 |
1.8% |
97% |
False |
False |
275,115 |
| 40 |
1,609.00 |
1,392.50 |
216.50 |
13.5% |
29.50 |
1.8% |
97% |
False |
False |
225,798 |
| 60 |
1,609.00 |
1,336.75 |
272.25 |
17.0% |
32.50 |
2.0% |
97% |
False |
False |
150,592 |
| 80 |
1,609.00 |
1,266.75 |
342.25 |
21.4% |
32.50 |
2.0% |
98% |
False |
False |
112,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,720.50 |
|
2.618 |
1,677.50 |
|
1.618 |
1,651.00 |
|
1.000 |
1,634.50 |
|
0.618 |
1,624.50 |
|
HIGH |
1,608.00 |
|
0.618 |
1,598.00 |
|
0.500 |
1,594.75 |
|
0.382 |
1,591.50 |
|
LOW |
1,581.50 |
|
0.618 |
1,565.00 |
|
1.000 |
1,555.00 |
|
1.618 |
1,538.50 |
|
2.618 |
1,512.00 |
|
4.250 |
1,469.00 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,599.25 |
1,597.75 |
| PP |
1,597.00 |
1,594.25 |
| S1 |
1,594.75 |
1,590.50 |
|